000975 山金国际 — 布林下轨抄底 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.75M
策略: 布林下轨抄底
K线 & 交易信号（策略收益 +75.02%）
红色三角=买入 · 蓝绿三角=卖出 · 标记为实际成交价
账户净值曲线（每标的独立回测 ¥1,000,000）
回合交易明细（共 39 个回合）
| # | 入场日期 | 离场日期 | 入场价 | 离场价 | 盈亏 | 盈亏% | 离场方式 |
|---|
| 1 |
2015-06-19 |
2015-08-11 |
22.028606599999996 |
15.73425 |
¥-28.2万 |
-28.59% |
回到中轨 |
| 2 |
2015-08-25 |
2015-10-09 |
11.665148494999999 |
10.23975 |
¥-7.9万 |
-12.25% |
回到中轨 |
| 3 |
2016-01-05 |
2016-02-05 |
10.894147263999999 |
9.58041 |
¥-7.4万 |
-12.09% |
回到中轨 |
| 4 |
2017-03-06 |
2017-04-10 |
15.820544740000003 |
15.474509999999999 |
¥-1.2万 |
-2.22% |
回到中轨 |
| 5 |
2017-04-25 |
2017-05-18 |
13.437450025999999 |
13.60638 |
¥6,759 |
+1.23% |
回到中轨 |
| 6 |
2017-11-13 |
2017-11-30 |
13.217163959999999 |
12.92 |
¥-1.3万 |
-2.28% |
回到中轨 |
| 7 |
2018-02-12 |
2018-02-27 |
13.407411017 |
14.815170000000002 |
¥5.6万 |
+10.47% |
回到中轨 |
| 8 |
2018-06-04 |
2018-07-17 |
11.014303299999998 |
10.019969999999999 |
¥-5.3万 |
-9.05% |
回到中轨 |
| 9 |
2018-07-20 |
2018-08-28 |
9.322105792999999 |
8.90109 |
¥-2.5万 |
-4.54% |
回到中轨 |
| 10 |
2018-09-05 |
2018-09-27 |
8.090506423999999 |
8.221770000000001 |
¥8,282 |
+1.59% |
回到中轨 |
| 11 |
2018-10-18 |
2018-10-26 |
7.169310148 |
7.9620299999999995 |
¥5.8万 |
+11.02% |
回到中轨 |
| 12 |
2018-11-27 |
2018-12-05 |
7.870220357999998 |
8.3916 |
¥3.9万 |
+6.59% |
回到中轨 |
| 13 |
2019-01-25 |
2019-01-29 |
9.552404862 |
10.15983 |
¥4.0万 |
+6.33% |
回到中轨 |
| 14 |
2019-04-16 |
2019-05-15 |
10.103120026999997 |
10.0899 |
¥-1,071 |
-0.16% |
回到中轨 |
| 15 |
2019-09-30 |
2019-11-22 |
13.41742402 |
12.01797 |
¥-6.9万 |
-10.46% |
回到中轨 |
| 16 |
2020-02-04 |
2020-02-19 |
11.284654381 |
13.36662 |
¥10.8万 |
+18.41% |
回到中轨 |
| 17 |
2020-03-19 |
2020-03-26 |
11.534979455999999 |
14.035950000000001 |
¥15.0万 |
+21.65% |
回到中轨 |
| 18 |
2020-06-16 |
2020-06-23 |
14.679062398 |
15.664320000000002 |
¥5.7万 |
+6.68% |
回到中轨 |
| 19 |
2020-09-28 |
2020-11-09 |
10.273341077999998 |
10.53945 |
¥2.3万 |
+2.56% |
回到中轨 |
| 20 |
2020-11-12 |
2020-12-22 |
9.792716933999998 |
9.08091 |
¥-6.8万 |
-7.30% |
回到中轨 |
| 21 |
2021-01-11 |
2021-02-02 |
7.930298375999999 |
8.991 |
¥11.0万 |
+13.34% |
回到中轨 |
| 22 |
2021-12-30 |
2022-01-13 |
8.661247595 |
8.881110000000001 |
¥2.4万 |
+2.51% |
回到中轨 |
| 23 |
2022-01-28 |
2022-02-16 |
8.040441409 |
8.701290000000002 |
¥8.1万 |
+8.19% |
回到中轨 |
| 24 |
2022-04-27 |
2022-05-24 |
8.380883510999997 |
9.680309999999999 |
¥16.5万 |
+15.47% |
回到中轨 |
| 25 |
2022-07-18 |
2022-07-26 |
9.171910748 |
10.339649999999999 |
¥15.9万 |
+12.70% |
回到中轨 |
| 26 |
2022-12-13 |
2023-01-10 |
12.015603599999999 |
11.97801 |
¥-4,769 |
-0.34% |
回到中轨 |
| 27 |
2023-06-26 |
2023-07-04 |
11.524966453 |
12.427559999999998 |
¥10.8万 |
+7.80% |
回到中轨 |
| 28 |
2023-09-25 |
2023-10-18 |
14.048243208999999 |
14.55543 |
¥5.4万 |
+3.58% |
回到中轨 |
| 29 |
2023-10-31 |
2023-11-17 |
13.277241978 |
14.105879999999999 |
¥9.7万 |
+6.21% |
回到中轨 |
| 30 |
2024-01-18 |
2024-02-05 |
13.868009154999998 |
13.97601 |
¥1.2万 |
+0.75% |
回到中轨 |
| 31 |
2024-06-12 |
2024-07-08 |
17.552794259 |
17.982 |
¥4.0万 |
+2.41% |
回到中轨 |
| 32 |
2024-08-29 |
2024-09-18 |
16.521454949999995 |
16.67331 |
¥1.5万 |
+0.89% |
回到中轨 |
| 33 |
2024-11-11 |
2024-12-04 |
16.521454949999995 |
16.87311 |
¥3.6万 |
+2.10% |
回到中轨 |
| 34 |
2024-12-20 |
2025-01-06 |
15.710401706999999 |
16.19379 |
¥5.3万 |
+3.05% |
回到中轨 |
| 35 |
2025-06-23 |
2025-07-21 |
19.164887741999998 |
19.170810000000003 |
¥16 |
+0.00% |
回到中轨 |
| 36 |
2025-08-01 |
2025-08-05 |
17.873210355 |
18.8811 |
¥10.2万 |
+5.61% |
回到中轨 |
| 37 |
2026-04-27 |
2026-05-11 |
27.415602214 |
28.80117 |
¥9.6万 |
+5.02% |
回到中轨 |
| 38 |
2026-05-18 |
2026-07-06 |
24.561896359 |
19.6803 |
¥-39.1万 |
-19.90% |
回到中轨 |
| 39 |
2026-09-28 |
2026-10-19 |
22.559295758999998 |
24.325650000000003 |
¥12.3万 |
+7.80% |
回到中轨 |
逐笔成交记录（共 78 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-19 |
跌破下轨 |
买入 |
22.022 |
44700.0 |
¥98.5万 |
|
| 2015-08-11 |
回到中轨 |
卖出 |
15.73425 |
44700.0 |
¥70.3万 |
|
| 2015-08-25 |
跌破下轨 |
买入 |
11.66165 |
55300.0 |
¥64.5万 |
|
| 2015-10-09 |
回到中轨 |
卖出 |
10.23975 |
55300.0 |
¥56.6万 |
|
| 2016-01-05 |
跌破下轨 |
买入 |
10.89088 |
56500.0 |
¥61.6万 |
|
| 2016-02-05 |
回到中轨 |
卖出 |
9.58041 |
56500.0 |
¥54.1万 |
|
| 2017-03-06 |
跌破下轨 |
买入 |
15.815800000000001 |
35500.0 |
¥56.2万 |
|
| 2017-04-10 |
回到中轨 |
卖出 |
15.474509999999999 |
35500.0 |
¥54.9万 |
|
| 2017-04-25 |
跌破下轨 |
买入 |
13.43342 |
41000.0 |
¥55.1万 |
|
| 2017-05-18 |
回到中轨 |
卖出 |
13.60638 |
41000.0 |
¥55.8万 |
|
| 2017-11-13 |
跌破下轨 |
买入 |
13.213199999999997 |
42000.0 |
¥55.5万 |
|
| 2017-11-30 |
回到中轨 |
卖出 |
12.92 |
42000.0 |
¥54.2万 |
|
| 2018-02-12 |
跌破下轨 |
买入 |
13.40339 |
40000.0 |
¥53.6万 |
|
| 2018-02-27 |
回到中轨 |
卖出 |
14.815170000000002 |
40000.0 |
¥59.2万 |
|
| 2018-06-04 |
跌破下轨 |
买入 |
11.010999999999997 |
53400.0 |
¥58.8万 |
|
| 2018-07-17 |
回到中轨 |
卖出 |
10.019969999999999 |
53400.0 |
¥53.5万 |
|
| 2018-07-20 |
跌破下轨 |
买入 |
9.31931 |
58900.0 |
¥54.9万 |
|
| 2018-08-28 |
回到中轨 |
卖出 |
8.90109 |
58900.0 |
¥52.4万 |
|
| 2018-09-05 |
跌破下轨 |
买入 |
8.08808 |
64300.0 |
¥52.0万 |
|
| 2018-09-27 |
回到中轨 |
卖出 |
8.221770000000001 |
64300.0 |
¥52.9万 |
|
| 2018-10-18 |
跌破下轨 |
买入 |
7.167159999999999 |
73900.0 |
¥53.0万 |
|
| 2018-10-26 |
回到中轨 |
卖出 |
7.9620299999999995 |
73900.0 |
¥58.8万 |
|
| 2018-11-27 |
跌破下轨 |
买入 |
7.8678599999999985 |
74600.0 |
¥58.7万 |
|
| 2018-12-05 |
回到中轨 |
卖出 |
8.3916 |
74600.0 |
¥62.6万 |
|
| 2019-01-25 |
跌破下轨 |
买入 |
9.549539999999999 |
65800.0 |
¥62.9万 |
|
| 2019-01-29 |
回到中轨 |
卖出 |
10.15983 |
65800.0 |
¥66.8万 |
|
| 2019-04-16 |
跌破下轨 |
买入 |
10.100089999999998 |
65900.0 |
¥66.6万 |
|
| 2019-05-15 |
回到中轨 |
卖出 |
10.0899 |
65900.0 |
¥66.5万 |
|
| 2019-09-30 |
跌破下轨 |
买入 |
13.4134 |
49500.0 |
¥66.4万 |
|
| 2019-11-22 |
回到中轨 |
卖出 |
12.01797 |
49500.0 |
¥59.5万 |
|
| 2020-02-04 |
跌破下轨 |
买入 |
11.281269999999997 |
52100.0 |
¥58.8万 |
|
| 2020-02-19 |
回到中轨 |
卖出 |
13.36662 |
52100.0 |
¥69.6万 |
|
| 2020-03-19 |
跌破下轨 |
买入 |
11.531519999999999 |
60000.0 |
¥69.2万 |
|
| 2020-03-26 |
回到中轨 |
卖出 |
14.035950000000001 |
60000.0 |
¥84.2万 |
|
| 2020-06-16 |
跌破下轨 |
买入 |
14.67466 |
58400.0 |
¥85.7万 |
|
| 2020-06-23 |
回到中轨 |
卖出 |
15.664320000000002 |
58400.0 |
¥91.5万 |
|
| 2020-09-28 |
跌破下轨 |
买入 |
10.270259999999999 |
88400.0 |
¥90.8万 |
|
| 2020-11-09 |
回到中轨 |
卖出 |
10.53945 |
88400.0 |
¥93.1万 |
|
| 2020-11-12 |
跌破下轨 |
买入 |
9.789779999999999 |
95000.0 |
¥93.0万 |
|
| 2020-12-22 |
回到中轨 |
卖出 |
9.08091 |
95000.0 |
¥86.2万 |
|
| 2021-01-11 |
跌破下轨 |
买入 |
7.9279199999999985 |
104400.0 |
¥82.8万 |
|
| 2021-02-02 |
回到中轨 |
卖出 |
8.991 |
104400.0 |
¥93.8万 |
|
| 2021-12-30 |
跌破下轨 |
买入 |
8.65865 |
112500.0 |
¥97.4万 |
|
| 2022-01-13 |
回到中轨 |
卖出 |
8.881110000000001 |
112500.0 |
¥99.9万 |
|
| 2022-01-28 |
跌破下轨 |
买入 |
8.03803 |
123600.0 |
¥99.4万 |
|
| 2022-02-16 |
回到中轨 |
卖出 |
8.701290000000002 |
123600.0 |
¥1.08M |
|
| 2022-04-27 |
跌破下轨 |
买入 |
8.378369999999997 |
127300.0 |
¥1.07M |
|
| 2022-05-24 |
回到中轨 |
卖出 |
9.680309999999999 |
127300.0 |
¥1.23M |
|
| 2022-07-18 |
跌破下轨 |
买入 |
9.16916 |
136300.0 |
¥1.25M |
|
| 2022-07-26 |
回到中轨 |
卖出 |
10.339649999999999 |
136300.0 |
¥1.41M |
|
| 2022-12-13 |
跌破下轨 |
买入 |
12.011999999999999 |
115800.0 |
¥1.39M |
|
| 2023-01-10 |
回到中轨 |
卖出 |
11.97801 |
115800.0 |
¥1.39M |
|
| 2023-06-26 |
跌破下轨 |
买入 |
11.52151 |
120700.0 |
¥1.39M |
|
| 2023-07-04 |
回到中轨 |
卖出 |
12.427559999999998 |
120700.0 |
¥1.50M |
|
| 2023-09-25 |
跌破下轨 |
买入 |
14.044029999999998 |
107600.0 |
¥1.51M |
|
| 2023-10-18 |
回到中轨 |
卖出 |
14.55543 |
107600.0 |
¥1.57M |
|
| 2023-10-31 |
跌破下轨 |
买入 |
13.273259999999999 |
117400.0 |
¥1.56M |
|
| 2023-11-17 |
回到中轨 |
卖出 |
14.105879999999999 |
117400.0 |
¥1.66M |
|
| 2024-01-18 |
跌破下轨 |
买入 |
13.863849999999998 |
119200.0 |
¥1.65M |
|
| 2024-02-05 |
回到中轨 |
卖出 |
13.97601 |
119200.0 |
¥1.67M |
|
| 2024-06-12 |
跌破下轨 |
买入 |
17.54753 |
95000.0 |
¥1.67M |
|
| 2024-07-08 |
回到中轨 |
卖出 |
17.982 |
95000.0 |
¥1.71M |
|
| 2024-08-29 |
跌破下轨 |
买入 |
16.516499999999997 |
103300.0 |
¥1.71M |
|
| 2024-09-18 |
回到中轨 |
卖出 |
16.67331 |
103300.0 |
¥1.72M |
|
| 2024-11-11 |
跌破下轨 |
买入 |
16.516499999999997 |
102900.0 |
¥1.70M |
|
| 2024-12-04 |
回到中轨 |
卖出 |
16.87311 |
102900.0 |
¥1.74M |
|
| 2024-12-20 |
跌破下轨 |
买入 |
15.705689999999997 |
111800.0 |
¥1.76M |
|
| 2025-01-06 |
回到中轨 |
卖出 |
16.19379 |
111800.0 |
¥1.81M |
|
| 2025-06-23 |
跌破下轨 |
买入 |
19.159139999999997 |
94800.0 |
¥1.82M |
|
| 2025-07-21 |
回到中轨 |
卖出 |
19.170810000000003 |
94800.0 |
¥1.82M |
|
| 2025-08-01 |
跌破下轨 |
买入 |
17.86785 |
101300.0 |
¥1.81M |
|
| 2025-08-05 |
回到中轨 |
卖出 |
18.8811 |
101300.0 |
¥1.91M |
|
| 2026-04-27 |
跌破下轨 |
买入 |
27.407379999999996 |
69400.0 |
¥1.90M |
|
| 2026-05-11 |
回到中轨 |
卖出 |
28.80117 |
69400.0 |
¥2.00M |
|
| 2026-05-18 |
跌破下轨 |
买入 |
24.55453 |
80100.0 |
¥1.97M |
|
| 2026-07-06 |
回到中轨 |
卖出 |
19.6803 |
80100.0 |
¥1.58M |
|
| 2026-09-28 |
跌破下轨 |
买入 |
22.552529999999997 |
69900.0 |
¥1.58M |
|
| 2026-10-19 |
回到中轨 |
卖出 |
24.325650000000003 |
69900.0 |
¥1.70M |
|